prtRegresGP Gaussian Process regression object
REGRESS = prtRegressGP returns a prtRegressGP object
REGRESS = prtRegressGP(PROPERTY1, VALUE1, ...) constructs a
prtRegressGP object REGRESS with properties as specified by
PROPERTY/VALUE pairs.
A prtRegressGP object inherits all properties from the prtRegress
class. In addition, it has the following properties:
covarianceFunction = @(x1,x2)prtUtillQuadExpCovariance(x1,x2, 1, 4, 0, 0);
noiseVariance = 0.01;
CN ?
weights?
Need reference
A prtRegressionGP object inherits the PLOT method from the
prtRegress object, and the TRAIN, RUN, CROSSVALIDATE and KFOLDS
methods from the prtAction object.
Example:
dataSet = prtDataGenNoisySinc; % Load a prtDataRegress
dataSet.plot; % Display data
reg = prtRegressGP; % Create a prtRegressRvm object
reg = reg.train(dataSet); % Train the prtRegressRvm object
reg.plot(); % Plot the resulting curve
dataSetOut = reg.run(dataSet); % Run the regressor on the data
hold on;
plot(dataSet.getX,dataSetOut.getX,'c.') % Plot, overlaying the
% fitted points with the
% curve and original data
legend('Regression curve','Original Points','Fitted points',0)